96 citations · 161 across the 2 of their papers we have counts for
2 papers
math.PR2005★ 65 cited
Central limit theorem for stationary linear processes
Magda Peligrad, Sergey Utev
We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5…
math.PR2004★ 96 cited
A new maximal inequality and invariance principle for stationary sequences
Magda Peligrad, Sergey Utev
We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply i…